quadchk.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* *! version 1.0.0  01jul2005}{...}
{cmd:help quadchk} {right:dialog:  {bf:{dialog quadchk}}}
{hline}

{title:Title}

{p2colset 5 21 23 2}{...}
{p2col :{hi:[XT] quadchk} {hline 2}}Check sensitivity of quadrature approximation{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 17 2}{cmd:quadchk} [{it:#1 #2}] [{cmd:,} {opt noout:put} {opt nofrom} ]


{title:Description}

{pstd}
{cmd:quadchk} checks the quadrature approximation used in the random-effects
estimators of the following commands:

	{helpb xtcloglog}
	{helpb xtintreg}
	{helpb xtlogit}
{phang2}{helpb xtpoisson} with the {opt normal} option{p_end}
	{helpb xtprobit}
	{helpb xttobit}

{pstd}
{cmd:quadchk} refits the model 
for different numbers of quadrature points and then compares the different
solutions.

{pstd}
{it:#1} and {it:#2} specify the number of quadrature points to use in the
comparison runs of the previous model.  The default is to use {it:n_q} - 4 and
{it:n_q} + 4 points, where n is the number of quadrature points used in the
original estimation.


{title:Option}

{phang}
{opt nooutput} suppresses the iteration log and output of the refitted models.

{phang}
{opt nofrom} forces refitted models to start from scratch rather than starting
from the previous estimation results.  Adaptive quadrature is more sensitive
to starting values than nonadaptive quadrature.  Specifying the {cmd:nofrom}
option can level the playing field in testing estimation results.


{title:Remarks}

{pstd}
As a rule of thumb, if the coefficients do not change by more than a
relative difference of 10^-4 (0.01%), the choice of quadrature points does not
significantly affect the outcome, and the results may be confidently
interpreted.  However, if the results do change appreciably{hline 2}greater
than a relative difference of 10^-2 (1%){hline 2}then you should question
whether the model can be reliably fitted using the chosen quadrature method
and the number of integration points.

{pstd}
Two aspects of random-effects models have the potential to make the
quadrature approximation inaccurate: large group sizes and large correlations
within groups.  These factors can also work in tandem, decreasing or increasing
the reliability of the quadrature.  Increasing the number of integration
points increases the accuracy of the quadrature approximation.


{title:Also see}

{psee}
Manual:  {bf:[XT] quadchk}

{psee}
Online:  {helpb xtcloglog}, {helpb xtintreg}, {helpb xtlogit},
{helpb xtpoisson}, {helpb xtprobit}, {helpb xttobit}
{p_end}